+223.3%
CAPR vs ESTC
-51.0%
+274.3%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +26.5% | +0.1% | +26.4% | +26.5% |
| 7D | +25.8% | -2.6% | +28.4% | +26.7% |
| 30D | +50.2% | -8.6% | +58.8% | +52.8% |
| 3M | +185.5% | +14.4% | +171.1% | +172.2% |
| 6M | -64.8% | +73.3% | -138.1% | -70.8% |
| YTD | -61.1% | +15.7% | -76.9% | -64.6% |
| 1Y | +81.0% | -7.6% | +88.5% | +72.5% |
| 3Y | +300.7% | +14.6% | +286.1% | +244.1% |
| 5Y | +223.3% | -50.0% | +273.4% | +225.3% |
| All | +223.3% | -51.0% | +274.3% | +225.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded ESTC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling